Fluid won't go through a hollow-moving-effector, they just move aside
I've downloaded your file and changed a few things to make it work: first of all I disabled Only Rim in the Solidify Modifier of the screw. That way your pipe has an inner wall with face normals pointing in the right direction.
Then the Domain Resolution of 120 is too small for your pipe. It measures around 30 cm on the outside while a voxel at that resolution is about 5.5 cm big. In combination with  possible margin issues there's not much open space for the voxels to enter the pipe. I've set the resolution and now (some) liquid goes into the pipe.
And I've expanded the length of the animation to 250 frames, even then the fluid hasn't gone very far up the pipe. If you want it to climb further up, the animation needs to be quite a bit longer.
Finally I've set the Particle Radius of the Mesh to 1.2 instead of 2, so that the fluid doesn't look more like a blob, although with the higher Domain Resolution this might not have been necessary.